Goldman Sachs Put 300 PANW 16.01..../  DE000GG24H19  /

EUWAX
8/5/2024  10:47:10 AM Chg.+0.71 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
4.87EUR +17.07% -
Bid Size: -
-
Ask Size: -
Palo Alto Networks I... 300.00 USD 1/16/2026 Put
 

Master data

WKN: GG24H1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Palo Alto Networks Inc
Type: Warrant
Option type: Put
Strike price: 300.00 USD
Maturity: 1/16/2026
Issue date: 1/25/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.97
Leverage: Yes

Calculated values

Fair value: 4.35
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.41
Parity: -0.51
Time value: 4.69
Break-even: 228.05
Moneyness: 0.98
Premium: 0.19
Premium p.a.: 0.12
Spread abs.: 0.30
Spread %: 6.83%
Delta: -0.35
Theta: -0.04
Omega: -2.06
Rho: -2.08
 

Quote data

Open: 4.87
High: 4.87
Low: 4.87
Previous Close: 4.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.57%
1 Month  
+55.59%
3 Months
  -9.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.16 3.53
1M High / 1M Low: 4.16 3.17
6M High / 6M Low: 6.12 3.13
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.71
Avg. volume 1W:   0.00
Avg. price 1M:   3.41
Avg. volume 1M:   0.00
Avg. price 6M:   4.48
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   89.13%
Volatility 6M:   137.10%
Volatility 1Y:   -
Volatility 3Y:   -